Algorithms for stochastic mixed-integer programming models
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Publication:5292091
zbMATH Open1172.90457MaRDI QIDQ5292091FDOQ5292091
Authors: Suvrajeet Sen 
Publication date: 19 June 2007
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Cited In (45)
- Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
- Minimizing value-at-risk in single-machine scheduling
- Tight second stage formulations in two-stage stochastic mixed integer programs
- A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
- New linearizations of quadratic assignment problems
- Solving stochastic and bilevel mixed-integer programs via a generalized value function
- A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs
- Divide to conquer: decomposition methods for energy optimization
- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs
- A scalable bounding method for multistage stochastic programs
- Integer set reduction for stochastic mixed-integer programming
- Scenario-dominance to multi-stage stochastic lot-sizing and knapsack problems
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations
- Evaluating mixed-integer programming models over multiple right-hand sides
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- Solving a class of stochastic mixed-integer programs with branch and price
- Two-stage stochastic mixed-integer programs: algorithms and insights
- A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
- Stochastic last mile relief network design with resource reallocation
- Component rationing for available-to-promise scheduling in configure-to-order systems
- A two-stage stochastic integer programming approach to integrated staffing and scheduling with application to nurse management
- Forward thresholds for operation of pumped-storage stations in the real-time energy market
- An Algorithm Model for Mixed Variable Programming
- A two-stage stochastic mixed-integer programming approach to the index tracking problem
- Monotonic bounds in multistage mixed-integer stochastic programming
- On the formulation of stochastic linear programs using algebraic modelling languages
- Quantitative stability of mixed-integer two-stage quadratic stochastic programs
- Integration of progressive hedging and dual decomposition in stochastic integer programs
- A stochastic integer programming approach to air traffic scheduling and operations
- Automatic formulation of stochastic programs via an algebraic modeling language
- Quantitative stability of fully random mixed-integer two-stage stochastic programs
- A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging
- On parallelizing dual decomposition in stochastic integer programming
- Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
- The airline long-haul fleet planning problem: the case of TAP service to/from Brazil
- Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector
- Fenchel decomposition for stochastic mixed-integer programming
- Integrated multiresource capacity planning and multitype patient scheduling
- An approximation-based approach for chance-constrained vehicle routing and air traffic control problems
- Semi-infinite relaxations for the dynamic knapsack problem with stochastic item sizes
- A stochastic programming approach for shelter location and evacuation planning
- Stochastic forestry planning under market and growth uncertainty
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